| Trading Metrics calculated at close of trading on 08-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2024 |
08-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,408.5 |
2,398.6 |
-9.9 |
-0.4% |
2,410.1 |
| High |
2,425.1 |
2,445.0 |
19.9 |
0.8% |
2,499.1 |
| Low |
2,397.0 |
2,398.1 |
1.1 |
0.0% |
2,391.6 |
| Close |
2,410.3 |
2,440.8 |
30.5 |
1.3% |
2,447.3 |
| Range |
28.1 |
46.9 |
18.8 |
66.9% |
107.5 |
| ATR |
42.1 |
42.4 |
0.3 |
0.8% |
0.0 |
| Volume |
6,126 |
7,243 |
1,117 |
18.2% |
91,366 |
|
| Daily Pivots for day following 08-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,568.7 |
2,551.6 |
2,466.6 |
|
| R3 |
2,521.8 |
2,504.7 |
2,453.7 |
|
| R2 |
2,474.9 |
2,474.9 |
2,449.4 |
|
| R1 |
2,457.8 |
2,457.8 |
2,445.1 |
2,466.4 |
| PP |
2,428.0 |
2,428.0 |
2,428.0 |
2,432.2 |
| S1 |
2,410.9 |
2,410.9 |
2,436.5 |
2,419.5 |
| S2 |
2,381.1 |
2,381.1 |
2,432.2 |
|
| S3 |
2,334.2 |
2,364.0 |
2,427.9 |
|
| S4 |
2,287.3 |
2,317.1 |
2,415.0 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,768.5 |
2,715.4 |
2,506.4 |
|
| R3 |
2,661.0 |
2,607.9 |
2,476.9 |
|
| R2 |
2,553.5 |
2,553.5 |
2,467.0 |
|
| R1 |
2,500.4 |
2,500.4 |
2,457.2 |
2,527.0 |
| PP |
2,446.0 |
2,446.0 |
2,446.0 |
2,459.3 |
| S1 |
2,392.9 |
2,392.9 |
2,437.4 |
2,419.5 |
| S2 |
2,338.5 |
2,338.5 |
2,427.6 |
|
| S3 |
2,231.0 |
2,285.4 |
2,417.7 |
|
| S4 |
2,123.5 |
2,177.9 |
2,388.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,499.1 |
2,382.8 |
116.3 |
4.8% |
55.2 |
2.3% |
50% |
False |
False |
11,548 |
| 10 |
2,499.1 |
2,378.0 |
121.1 |
5.0% |
46.1 |
1.9% |
52% |
False |
False |
14,654 |
| 20 |
2,512.8 |
2,375.1 |
137.7 |
5.6% |
41.7 |
1.7% |
48% |
False |
False |
13,504 |
| 40 |
2,512.8 |
2,327.5 |
185.3 |
7.6% |
36.3 |
1.5% |
61% |
False |
False |
8,727 |
| 60 |
2,512.8 |
2,326.9 |
185.9 |
7.6% |
36.5 |
1.5% |
61% |
False |
False |
6,551 |
| 80 |
2,512.8 |
2,326.9 |
185.9 |
7.6% |
36.4 |
1.5% |
61% |
False |
False |
5,155 |
| 100 |
2,512.8 |
2,210.4 |
302.4 |
12.4% |
36.8 |
1.5% |
76% |
False |
False |
4,349 |
| 120 |
2,512.8 |
2,064.0 |
448.8 |
18.4% |
34.3 |
1.4% |
84% |
False |
False |
3,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,644.3 |
|
2.618 |
2,567.8 |
|
1.618 |
2,520.9 |
|
1.000 |
2,491.9 |
|
0.618 |
2,474.0 |
|
HIGH |
2,445.0 |
|
0.618 |
2,427.1 |
|
0.500 |
2,421.6 |
|
0.382 |
2,416.0 |
|
LOW |
2,398.1 |
|
0.618 |
2,369.1 |
|
1.000 |
2,351.2 |
|
1.618 |
2,322.2 |
|
2.618 |
2,275.3 |
|
4.250 |
2,198.8 |
|
|
| Fisher Pivots for day following 08-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,434.4 |
2,434.2 |
| PP |
2,428.0 |
2,427.6 |
| S1 |
2,421.6 |
2,421.0 |
|